"eig" use which algorithm to find eigenvalues

2020 6 18
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更新时间：2020 6 21
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I am wondering what algorithm "eig", MATLAB build in finction, use to find the eigen values? I so much appreciate the time and responses. Thank you.

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Walter Roberson
Walter Roberson 2020-6-18
eig() has several different options; which one are you asking about?
Maryam
Maryam 2020-6-18
This option: [ V , D ] = eig( A , B )
I'd like to know what algorithm they use to find the eigen values in this case. Thanks so much for the time and response.

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the cyclist
the cyclist 2020-6-18

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The algorithm is dependent on the properties of the input(s).
The algorithm section of the documentation for eig gives some info on this dependence.

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Christine Tobler
Christine Tobler 2020-6-19

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We don't give out the exact method used, but all syntaxes of EIG call into various LAPACK functions. See here for an introduction to LAPACK, there's a section on generalized eigenvalue problems.
For a more complete description of algorithms used for computing eigenvalues and egenvectors, I'd recommend an introduction text to numerical linear algebra, for example "Matrix Computations" by Golub and Van Loan.

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